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Top 3 numerical-codes open source projects

Black Scholes formula and greeks

✭ 34

r finance numerical-codes option-pricing

∫ Straightforward numerical integration of systems of ordinary differential equations

✭ 85

python C++cython shell Jupyter Notebook javascript code-generation numerical-codes ordinary-differential-equations sympy symbolic-manipulation initial-value-problem

Implementations of the Heston stochastic volatility model

✭ 21

r finance numerical-codes option-pricing

1-3 of 3 numerical-codes projects